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Once you're used to it, the CLI rocks... you cut away with the bloat of a gui and can get right to the heart of the matter by hand editing config files. I often find that guis don't work how they're meant to, or are non-intuitive. You can work a lot more quickly and you learn a lot more doing things by hand.
personally i love all the CLI based apps. i don't like to have to go clink click to change the volume, or look at the firewall, when those programs can easily be run on the CLI and save me CPU resources, and free up desktop space,
as for developers not making some of there programs with a GUI, i think its because people are more likely to have a CLI then GUI, if they make the program for the CLI then those programs can work on almost every linux/unix out there, if its for the GUI then its either for only people with GTK (or whatever toolkits they have), and X libs ....... or some other windowing system all together and might not even work
id like to add... that server stuff, does not need X running. That is the devolpers stand-point as would mine be.. If you are going to run a server.. you do not need any extra overhead that is not needed.